ihal
Decentralized sketching of low rank matrices
Rakshith Sharma Srinivasa, Kiryung Lee, Marius Junge, Justin Romberg
A fundamental structural model for data is that the data points lie close to an unknown subspace, meaning that the matrix created by concatenating the data vectors has low rank. We address a particular low-rank matrix recovery problem where we wish to recover a set of vectors from a low-dimensional subspace after they have been individually compressed (or "sketched").
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